The Ligue 1 side revealed earlier this week that they were interested in signing the Belgian on loan and claimed Chelsea were holding up any potential deal as they search for a permanent buyer.
“We are happy with our transfer window so far," Monaco’s vice-president Vadim Vasilyev told a press conference.
"It's true that a striker could help the team. We're just looking to good opportunities on the market.
"Batshuayi? We have an agreement with the player and with Valencia but not with Chelsea.
"They want a [permanent] transfer. Everything could go very quickly in football so we'll see.”
Batshuayi’s appearance in his homeland therefore suggests he could soon be on his way to Thierry Henry’s side.
Should the striker make the move he will be the second Chelsea player to do so this month, with Spaniard Csec Fabregas also joining Monaco.
Batshuayi has endured a tough few seasons since joining the Blues in 2016. He was scarcely used by former manager Antonio Conte in his first campaigns at the club, with the Italian coach preferring Diego Costa.
However, a move to the German side failed to materialise in the summer and as a result he was shipped off to Valencia on loan.
That spell was less rewarding for the Belgian, where he managed just three goals in 23 games.
He returned to Chelsea at the beginning of this month and was linked with a £18 million ($23m) move to Everton. Yet this now appears unlikely and Batshuayi appears set for another loan deal to the continent.
Any deal for Batshuayi would be determined by a move for Juventus striker Gonzalo Higuain.
The Argentinian is currently on loan at AC Milan but appears set to join up with former boss Maurizio Sarri.